Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47724.24 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46329.32 Kr¶

PnL: ---------------------------------------> -559.25 Kr¶

DD now: ---------------------------------> -1.862 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 16:22:20.639371'

Anic Portfolio¶

This Week¶

Return: 0.378 %¶

Total¶

Return: 56.2 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.540000 3192.800000 221.800000 7.470000 2971.000006
HEBA B 70 0.640000 2751.000000 115.000000 4.360000 2636.000010
SAAB B 8 0.470000 3442.400000 65.400000 1.940000 3377.000000
FM Mattsson Mora Group B 50 -1.320000 2990.000000 63.000000 2.150000 2927.000000
Corem Property Group B 59 0.190000 612.420000 35.420000 6.140000 576.999999
AcadeMedia 12 2.070000 591.360000 34.360000 6.170000 557.000004
Resurs Holding 22 4.350000 601.480000 27.480000 4.790000 573.999998
Samhällsbyggnadsbo. i Norden B 20 1.080000 382.300000 27.300000 7.690000 355.000000
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
Norva24 Group 16 -3.060000 558.400000 15.400000 2.840000 543.000000
Boozt 12 2.730000 1669.200000 15.200000 0.920000 1653.999996
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
HMS Networks 2 -0.230000 684.800000 11.800000 1.750000 673.000000
Intrum 4 0.220000 537.400000 10.400000 1.970000 527.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Swedbank A 3 0.720000 567.000000 3.000000 0.530000 564.000000
Essity B 2 0.950000 576.600000 2.600000 0.450000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Coor Service Management Hold. 8 0.300000 531.600000 -0.400000 -0.080000 532.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.040000 564.000000 -6.000000 -1.050000 570.000000
CTEK 13 1.880000 527.150000 -6.850000 -1.280000 533.999999
Nordea Bank Abp 29 0.680000 3444.040000 -9.960000 -0.290000 3453.999992
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Vivesto 1368 0.730000 562.800000 -50.200000 -8.190000 612.999432
International Petroleum Corp. 5 1.020000 544.000000 -50.570000 -8.510000 594.565215
Axfood 13 0.290000 3651.700000 -104.300000 -2.780000 3756.000001
OX2 18 1.640000 1449.900000 -214.100000 -12.870000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46318.020000 -570.550000 -1.88557% 46888.564618

Updated:¶

'2023-01-20 16:21:40.391876'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶